Systemic US banks’ bail-in buffers rose in Q2

Morgan Stanley posts largest amount of headroom, while Citi, State Street and Wells Fargo trail behind

The total loss-absorbing capacity (TLAC) of US top banks increased over the second quarter, though some lenders have vanishingly thin buffers above their minimums.

Risk Quantum analysis of the eight global systemically important banks (G-Sibs) show the average ratio of TLAC-eligible debt and equity to risk-weighted assets (RWAs) across the group was 31.2% at end-June, up from 30.4% at end-March. The average minimum requirement in Q2 was 20.9%, just 10 basis points lower than the prior quarter.

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